IMO, there would be some risk, social and personal, because any union in which Anne directly opposed her only friend, she would have lost much. Her beloved home, her particular surrounds, her main supporter in Lady Russell, for instance, and she notes even later on her visit to Uppercross, how little her affairs mattered to anyone outside of Kellynch:

CH. 6 "She (Anne) had never been staying there before, without being struck by it, ***or without wishing that other Elliots could have her advantage in seeing how unknown, or unconsidered there, were the affairs which at Kellynch Hall*** were treated as of such general publicity and pervading interest; yet, with all this experience, she believed she must now submit to feel that another lesson, in the art of knowing our own nothingness beyond our own circle,..."

And just following this passage, it says:
"She could only resolve to avoid such **self-delusion in future, and think with ***heightened gratitude of the extraordinary blessing of having one such truly sympathising friend as Lady Russell***."

In concentrating on Anne so closely during this GR, it is becoming obvious she is a very deep thinker, (in some ways like Fanny in MP) and observes things others don't notice. In this way, she is conscious she is "alone", except for the support of Lady Russell who she visits daily. She muses on the knowing of being nothing beyond her own circle, even at this later stage, and is further grateful for the support of her one real friend. IMO, this shows how important this friendship is to Anne, even if it may not be so apparent to others.

I hope this makes sense, but just say Anne didn't value Lady Russell's advice or friendship above the Captain, she might have eloped or been more prepared to risk a union with for any price. But she didn't because of the value of the friendship. As far as I can see, Lady Russell seems the solid basis of security for Anne. I do hope I am getting these ideas through clearly! I feel like I am rambling a bit, so let me know if it's unclear. Any thoughts?